Julia Annas has affirmed that the kind of modern moral skepticism which denies the existence of objective moral values rests upon a contrast between morality and some other system of beliefs about the world which is not called into doubt. Richard Bett, on the other hand, has argued that the existence of such a contrast is not a necessary condition for espousing that kind of moral skepticism. My purpose in this paper is to show that Bett fails to make a good case against Annas’ thesis. To accomplish this, it will be helpful to consider the Pyrrhonean attitude towards morality as expounded in Sextus Empiricus’ work.